Browsing Matemática e Estatística | Capítulos/artigos em livros internacionais / Book chapters/papers in international books by Subject "Autoregressive model"
Publication . Kitsos, Christos P.; Oliveira, Amilcar; Kitsos, Christos P.
In this paper the non-linear problem is discussed, for point and interval computational estimation. For the interval estimation an adjusted formulation is discussed due to Beale’s measure of non-linearity. The non-linear experimental design problem is regarded when the errors of observations are assumed i.i.d. and normally distributed as usually. The sequential approach is adopted. The average-per-observation information matrix is adopted to the developed theoretical approach. Different applications are discussed and we provide evidence that the sequential approach might be the panacea for solving a non-linear optimal experimental design problem.
